+19,165.6%
SOXL vs KO
+437.0%
+18,728.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +0.3% | -8.4% | -8.5% |
| 7D | +8.5% | -1.1% | +9.6% | +9.9% |
| 30D | -13.0% | +1.6% | -14.5% | -16.0% |
| 3M | -35.9% | +5.8% | -41.7% | -46.1% |
| 6M | +112.1% | +14.3% | +97.8% | +51.1% |
| YTD | +175.4% | +27.3% | +148.1% | +63.2% |
| 1Y | +304.9% | +33.2% | +271.7% | +113.3% |
| 3Y | +448.6% | +64.5% | +384.1% | +61.8% |
| 5Y | +156.1% | +83.1% | +73.0% | -35.6% |
| 10Y | +4,957.3% | +183.9% | +4,773.4% | +539.8% |
| All | +19,165.6% | +437.0% | +18,728.6% | +324.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KO.
Daily Out/Under-Performance
Portfolio return minus KO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling